+398.3%
T vs RCAT
-100.0%
+498.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.9% |
| 7D | -1.3% | -1.4% | +0.1% | -1.3% |
| 30D | +11.4% | -3.3% | +14.7% | +11.4% |
| 3M | +14.3% | -43.2% | +57.5% | +14.2% |
| 6M | -9.3% | -43.2% | +33.9% | -9.3% |
| YTD | +7.1% | +5.5% | +1.6% | +7.1% |
| 1Y | -9.1% | -1.6% | -7.4% | -9.0% |
| 3Y | +105.3% | +773.7% | -668.4% | +106.0% |
| 5Y | +66.8% | +187.6% | -120.8% | +67.3% |
| 10Y | +66.8% | -98.5% | +165.2% | +72.4% |
| All | +398.3% | -100.0% | +498.3% | +506.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling